-15.3%
FPS vs PFGC
+25.5%
-40.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.2% | +14.2% | +14.4% |
| 7D | +9.5% | +1.5% | +8.0% | +9.7% |
| 30D | -33.8% | +17.4% | -51.2% | -30.4% |
| 3M | -34.9% | -2.4% | -32.4% | -31.2% |
| 6M | -42.9% | +18.2% | -61.1% | -43.2% |
| All | -15.3% | +25.5% | -40.8% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling